-27.2%
QBTS vs NVDL
+5.6%
-32.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-09 to 2026-09-09.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.5% |
| 7D | +3.8% | -0.8% | +4.7% | +3.9% |
| 30D | -15.2% | +3.4% | -18.6% | -16.5% |
| 3M | -27.2% | +8.1% | -35.3% | -30.2% |
| All | -27.2% | +5.6% | -32.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2026-06-09 to 2026-09-09: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2026-06-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling